ClearBridge Energy MLP Total Return Fund (CTR)
40.25
0.00 (0.00%)
USD |
NYSE |
Sep 09, 16:00
CTR Max Drawdown (5Y): 94.17% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 94.17% |
| July 31, 2024 | 94.17% |
| June 30, 2024 | 94.17% |
| May 31, 2024 | 94.17% |
| April 30, 2024 | 94.17% |
| March 31, 2024 | 94.17% |
| February 29, 2024 | 94.17% |
| January 31, 2024 | 94.17% |
| December 31, 2023 | 94.17% |
| November 30, 2023 | 94.17% |
| October 31, 2023 | 94.17% |
| September 30, 2023 | 94.17% |
| August 31, 2023 | 94.17% |
| July 31, 2023 | 94.17% |
| June 30, 2023 | 94.17% |
| May 31, 2023 | 94.17% |
| April 30, 2023 | 94.17% |
| March 31, 2023 | 94.17% |
| February 28, 2023 | 94.17% |
| January 31, 2023 | 94.17% |
| December 31, 2022 | 94.17% |
| November 30, 2022 | 94.17% |
| October 31, 2022 | 94.17% |
| September 30, 2022 | 94.17% |
| August 31, 2022 | 94.17% |
| Date | Value |
|---|---|
| July 31, 2022 | 94.17% |
| June 30, 2022 | 94.17% |
| May 31, 2022 | 94.17% |
| April 30, 2022 | 94.17% |
| March 31, 2022 | 94.17% |
| February 28, 2022 | 94.17% |
| January 31, 2022 | 94.17% |
| December 31, 2021 | 94.17% |
| November 30, 2021 | 94.17% |
| October 31, 2021 | 94.17% |
| September 30, 2021 | 94.17% |
| August 31, 2021 | 94.17% |
| July 31, 2021 | 94.17% |
| June 30, 2021 | 94.17% |
| May 31, 2021 | 94.17% |
| April 30, 2021 | 94.17% |
| March 31, 2021 | 94.17% |
| February 28, 2021 | 94.17% |
| January 31, 2021 | 94.17% |
| December 31, 2020 | 94.17% |
| November 30, 2020 | 94.17% |
| October 31, 2020 | 94.17% |
| September 30, 2020 | 94.17% |
| August 31, 2020 | 94.17% |
| July 31, 2020 | 94.17% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
68.88%
Minimum
Nov 2019
94.17%
Maximum
Mar 2020
92.42%
Average
94.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.71 |
| Beta (5Y) | 2.474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.00% |
| Historical Sharpe Ratio (5Y) | 0.0883 |
| Historical Sortino (5Y) | 0.0914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |